+308.6%
USFD vs SHAK
+81.5%
+227.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -8.0% | -11.0% | +3.0% | -4.3% |
| 30D | -13.1% | -14.0% | +0.9% | -8.7% |
| 3M | +6.5% | +13.3% | -6.7% | +0.9% |
| 6M | +5.7% | -35.3% | +41.1% | +18.0% |
| YTD | +27.5% | -24.0% | +51.5% | +32.7% |
| 1Y | +23.4% | -36.7% | +60.1% | +35.9% |
| 3Y | +146.4% | -5.4% | +151.8% | +111.3% |
| 5Y | +196.8% | -24.9% | +221.7% | +158.6% |
| All | +308.6% | +81.5% | +227.1% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling